Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47915.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46520.45 Kr¶

PnL: ---------------------------------------> -368.12 Kr¶

DD now: ---------------------------------> -1.469 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 14:08:28.142235'

Anic Portfolio¶

Today¶

Return: 0.427 %¶

This Week¶

Return: 0.803 %¶

Total¶

Return: 56.863 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.370000 2859.500000 223.500000 8.480000 2636.000010
Beijer Electronics Group 26 0.000000 3104.400000 133.400000 4.490000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.370000 432.400000 77.400000 21.800000 355.000000
Corem Property Group B 59 -2.050000 649.000000 72.000000 12.480000 576.999999
SAAB B 8 1.010000 3428.800000 51.800000 1.530000 3377.000000
Boozt 12 -0.280000 1701.600000 47.600000 2.880000 1653.999996
HMS Networks 2 0.060000 720.000000 47.000000 6.980000 673.000000
OEM International B 7 0.500000 558.600000 30.600000 5.800000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.510000 549.000000 22.000000 4.170000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
Coor Service Management Hold. 8 -0.150000 546.000000 14.000000 2.630000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.740000 257.760000 11.760000 4.780000 246.000000
Norva24 Group 16 2.130000 553.600000 10.600000 1.950000 543.000000
AcadeMedia 12 0.860000 565.440000 8.440000 1.520000 557.000004
Swedbank A 3 1.720000 568.650000 4.650000 0.820000 564.000000
Resurs Holding 22 -0.040000 578.380000 4.380000 0.760000 573.999998
Securitas B 6 0.300000 571.080000 1.080000 0.190000 570.000000
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Nordea Bank Abp 29 0.130000 3453.900000 -0.100000 0.000000 3453.999992
Karnov Group 9 -2.300000 535.500000 -0.500000 -0.090000 536.000004
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Essity B 2 -1.340000 572.200000 -1.800000 -0.310000 574.000000
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
CTEK 13 0.370000 524.810000 -9.190000 -1.720000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.850000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 2.010000 570.180000 -42.820000 -6.990000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.550000 1537.200000 -126.800000 -7.620000 1663.999992
Axfood 13 0.220000 3595.800000 -160.200000 -4.270000 3756.000001
Fasadgruppen Group 35 -0.100000 3454.500000 -356.500000 -9.350000 3810.999990
Ovzon 52 1.770000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46520.450000 -368.120000 -1.46934% 46888.564618

Updated:¶

'2023-01-18 14:08:40.810341'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶